2024-12-13

Added · Updated

Guidelines for Counterparty Credit Risk Management

The document serves as the current regulatory framework for counterparty credit risk management issued by the relevant supervisory authority. It establishes requirements for all authorized institutions to effectively manage credit risks associated with derivatives and other traded instruments. This guideline supersedes previous versions and aligns with the Supervisory Policy Manual module CR-G-13 to ensure consistent risk management practices across the financial sector.

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Hong Kong

Hong Kong Monetary Authority

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CIR

Current

Issue Date:

13 Dec 2024

20241225-15-EN.pdf (178.5 KB)

Topic:

Credit Risk Management - CCR

Group:

All Authorized Institutions

Directly related Document

Cross referenced Document

Version History

Superseded Document

Directly related Document

SPM-NGL

Current

03 Jul 2018

CR-G-13 Counterparty Credit Risk Management

Directly related Document

SPM-NGL

Current

03 Jul 2018

CR-G-13 Counterparty Credit Risk Management

Version History

Superseded Document

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